OptionForge

--Portfolio
porfolio:new_trade() -- create a new (empty trade)
portfolio.n_open_trades -- number: number of open trades
portfolio:trades() -- table: all trades ([1])
portfolio:history() -- table: PnL history of the portfolio ([1])
portfolio:pnl()/portfolio:dte() -- number
portfolio:value() -- number: portfolio value (pnl + starting cash)
portfolio:delta()/portfolio:theta() -- number
portfolio:last_trade() -- Trade: most recently opened trade
portfolio:trade(id: number) -- Trade: trade by id
-- Trade (note the . vs : syntax)
trade.cash -- number: cash used or made from trade (negative for debit)
trade.delta or trade.theta -- number: delta or theta of the trade
trade.dit -- number: maximum dit of the trade
trade.dte -- number: minimum DTE of the trade
trade.id -- number: id of the trade (unique per run start at 0 and increments)
trade.pnl -- number: PnL of the trade
trade:close(Option[string]) -- close the trade. with an optional string reason that gets counted.
trade:erase() -- erase the trade and any commissions.
trade:add_leg(TradeLeg) -- add a leg to the trade.
trade:has_leg(name: string) -- bool: true if the trade has a leg named name
trade:close_leg(name: string, option[erase]) -- close the leg named name. if erase is true, it's like the leg never existed
trade:count(name: string, inc: number) -- increment the count of the key named name by inc
trade:adjust(selector, name: string) -- bool: adjust leg of a trade
-- e.g. use the leg named LP to adjust so that the full trade delta is -5
trade:adjust(TradeDelta(-5), "LP") 
trade:leg(name: string) -- Leg: leg by name
-- Leg
leg.delta or leg.theta -- number: delta or theta of the leg
leg.dte -- number: DTE of the leg
leg.expiration -- string: expiration of the leg
leg.mid -- number: mid of the leg
leg.name -- string: name of the leg
leg.qty -- number: quantity of the leg
leg.selector -- selector: selector of the leg
leg.side -- string: side of the leg
leg.strike -- number: strike of the leg
-- Selector
Delta(number) -- place leg at this delta (use negative number for puts)
TradeDelta(number) -- get the trade-delta to the given number (accounts for qty etc.)
Strike(number) -- select by strike
Mid(number) -- select by mid
Theta(number) -- select by theta
Vega(number) -- select by vega
Gamma(number) -- select by gamma
-- TradeLeg (Put or Call)
Put(name: string, selector: Selector, dte: number, qty: number) -- create a put leg
Call(name: string, selector: Selector, dte: number, qty: number) -- create a call leg
-- Globals
underlying_price -- number: underlying price of the index/stock/etf
day_of_week -- string: "Mon", "Tue", "Wed", "Thu", "Fri", "Sat", "Sun"
hour -- number: 0-23 (16 is 4pm EST)
last_trade -- Trade: last trade opened. May be nil if no trades have been opened yet or if most recent trade has been closed.
O -- table: let's user store any data they want in the script that persists between ticks.
O[trade.id] = trade.pnl -- store the pnl of the trade
-- Moving Averages (MA)
MA:EMA(period: number) -- number: EMA of the last period elements up to 200
MA:SMA(period: number) -- number: SMA of the last period elements up to 200
-- Plotting
plots:add(title: string, y: number, plot_type: "histogram"|"scatter"|"bar", opts: table[bins: option[number], color: option[string], symbol: option[string], date: option[string]]) -- plot a value y vs x. plot_type is a PlotType enum.
plots:add("# of trades on", portfolio.n_open_trades, "histogram", {bins = 20})
plots:add("# of trades vs date", portfolio.n_open_trades, "scatter", {date = date})

[1] This is an expensive operation, don't do it each tick